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Version: 8.4.08.4

FutureBookQuote

V8 Message Definiton

This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future.

METADATA

AttributeValue
Topic2580-market-data-futures
MLink TokenFutMktData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
fkey_atenum - AssetTypePRI'None'
fkey_tsenum - TickerSrcPRI'None'
fkey_tkVARCHAR(12)PRI''
fkey_yrSMALLINT UNSIGNEDPRI0
fkey_mnTINYINT UNSIGNEDPRI0
fkey_dyTINYINT UNSIGNEDPRI0
updateTypeenum - UpdateType'None'
marketStatusenum - MarketStatus'None'market status open halted etc
bidPrice1DOUBLE0bid price
askPrice1DOUBLE0ask price
bidSize1INT0bid size in contracts
askSize1INT0ask size in contracts
bidOrders1SMALLINT UNSIGNED0number of participating orders at the bid price
askOrders1SMALLINT UNSIGNED0number of participating orders at the ask price
bidPrice2DOUBLE0bid price
askPrice2DOUBLE0ask price
bidSize2INT0bid size in contracts
askSize2INT0ask size in contracts
bidOrders2SMALLINT UNSIGNED0number of participating orders at the bid price
askOrders2SMALLINT UNSIGNED0number of participating orders at the ask price
bidPrice3DOUBLE0bid price
askPrice3DOUBLE0ask price
bidSize3INT0bid size in contracts
askSize3INT0ask size in contracts
bidOrders3SMALLINT UNSIGNED0number of participating orders at the bid price
askOrders3SMALLINT UNSIGNED0number of participating orders at the ask price
bidPrice4DOUBLE0bid price
askPrice4DOUBLE0ask price
bidSize4INT0bid size in contracts
askSize4INT0ask size in contracts
bidOrders4SMALLINT UNSIGNED0number of participating orders at the bid price
askOrders4SMALLINT UNSIGNED0number of participating orders at the ask price
srcTimestampBIGINT0source high precision timestamp if available
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock

PRIMARY KEY DEFINITION (Unique)

FieldSequence
fkey_tk1
fkey_yr2
fkey_mn3
fkey_dy4
fkey_at5
fkey_ts6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgFutureBookQuote` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`fkey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
`marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'market status (open, halted, etc)',
`bidPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize1` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize1` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize2` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize2` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize3` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize3` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`bidPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
`askPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
`bidSize4` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
`askSize4` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
`bidOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
`askOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future.';

SELECT TABLE EXAMPLE QUERY

SELECT
`fkey_at`,
`fkey_ts`,
`fkey_tk`,
`fkey_yr`,
`fkey_mn`,
`fkey_dy`,
`updateType`,
`marketStatus`,
`bidPrice1`,
`askPrice1`,
`bidSize1`,
`askSize1`,
`bidOrders1`,
`askOrders1`,
`bidPrice2`,
`askPrice2`,
`bidSize2`,
`askSize2`,
`bidOrders2`,
`askOrders2`,
`bidPrice3`,
`askPrice3`,
`bidSize3`,
`askSize3`,
`bidOrders3`,
`askOrders3`,
`bidPrice4`,
`askPrice4`,
`bidSize4`,
`askSize4`,
`bidOrders4`,
`askOrders4`,
`srcTimestamp`,
`netTimestamp`
FROM `SRLive`.`MsgFutureBookQuote`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`fkey_at` = 'None'
AND
/* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`fkey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`fkey_tk` = 'Example_fkey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`fkey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureBookQuote' ORDER BY ordinal_position ASC;